+30.9%
QCOM vs URI
+200.7%
-169.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | +3.3% | -2.0% | +5.3% | +4.2% |
| 30D | +7.7% | -12.9% | +20.6% | +14.3% |
| 3M | -30.1% | -6.7% | -23.3% | -28.1% |
| 6M | +22.8% | +19.0% | +3.8% | +10.9% |
| YTD | +0.2% | +25.5% | -25.3% | -13.3% |
| 1Y | +7.9% | +5.5% | +2.3% | +1.6% |
| 3Y | +55.8% | +111.3% | -55.5% | -1.5% |
| All | +30.9% | +200.7% | -169.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling